Depth From One Key
| Order-book layer | 0xArchive |
|---|---|
| L2 aggregated depth | 20-level snapshots about every 1.2 seconds on Hyperliquid since April 2023, 24.6B+ records, 176 symbols |
| L2 full depth | Full-depth Hyperliquid book reconstruction since March 2026, beyond the native 20-level cap |
| L3 per-order book | Lighter order-level book since March 2026 |
| L4 per-order book | Every Hyperliquid resting order with oid and user_address since March 2026, across core, Spot, HIP-3, HIP-4 |
| Diffs and replay | Incremental diffs plus exact-window replay for ordered playback |
| Reconstruction | Rebuild local book state in your own process from the order stream |
Route Evidence
Use the route that matches the depth and state requirement:| Requirement | 0xArchive route |
|---|---|
| Hyperliquid historical depth | /v1/hyperliquid/orderbook/{symbol}/history |
| Hyperliquid L4 history | /v1/hyperliquid/orderbook/{symbol}/l4/history |
| Lighter L3 history | /v1/lighter/l3orderbook/{symbol}/history |
| Trade tape for book studies | /v1/hyperliquid/trades/{symbol} |
Where To Start
| Order-book job | Start |
|---|---|
| L2 snapshots and history | Order book routes |
| Lighter L3 | Lighter REST |
| L4 lifecycle and order events | Order books and Order history |
| Stateful stream or replay | WebSocket L4 order book |
| Reconstruction helpers | SDK reconstruction |
| File exports | Export schemas |